+149.6%
GOOGL vs LYV
+109.4%
+40.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | -1.4% | -8.2% | +6.8% | +0.9% |
| 3M | -5.3% | -1.3% | -4.1% | -5.3% |
| 6M | +9.8% | +2.6% | +7.2% | +8.3% |
| YTD | +8.4% | +19.4% | -11.0% | +2.4% |
| 1Y | +41.2% | -2.2% | +43.4% | +41.9% |
| 3Y | +149.6% | +106.0% | +43.5% | +89.1% |
| All | +149.6% | +109.4% | +40.2% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling